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| 書誌情報 | ファイル |
|---|---|
| Nonparametric Multiple Change Point Analysis of the Global Financial Crisis Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K. (2013-05) KIER Discussion Paper, 866 |  |
| Realized Volatility Risk Allen, David E.; McAleer, Michael; Scharth, Marcel (2010-12) KIER Discussion Paper, 753 | |
| Recent Developments in Financial Economics and Econometrics: An Overview Chang, Chia-Lin; Allen, David E.; McAleer, Michael (2013-01) KIER Discussion Paper, 842 | |
| The Volatility-Return Relationship : Insights from Linear and Non-Linear Quantile Regressions Allen, David E.; Singh, Abhay K.; Powell, Robert J.; McAleer, Michael; Taylor, James; Thomas, Lyn (2012-11) KIER Discussion Paper, 831 | |
| Financial Dependence Analysis: Applications of Vine Copulae Allen, David E.; Ashraf, Mohammad.A.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K. (2013-01) KIER Discussion Paper, 843 | |
| Volatility spillovers from the US to Australia and China across the GFC Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay Kumar (2012-12) KIER Discussion Paper, 838 | |
| Risk Modelling and Management: An Overview Chang, Chia-Lin; Allen, David E.; McAleer, Michael; Perez Amaral, Teodosio (2013-07) KIER Discussion Paper, 872 | |